1. | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(jointly worked) Quantitative Economics Vol.11,pp.1019-1057 2020 Academic journal ISSN 1759-7323 |
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2. | Testing for Changes in Forecasting Performance(jointly worked) forthcoming in Journal of Business and Economic Statistics 2019 Academic journal ISSN 0735-0015 |
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3. | The Exchange Rate Effects of Macro News after the Global Financial Crisis(jointly worked) Journal of International Money and Finance Vol.95,pp.424-443 2019 Academic journal ISSN 0261-5606 |
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4. | Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model(jointly worked) Econometrics Vol.7,No.2,pp.1-22 2019 Academic journal ISSN 2225-1146 |
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5. | Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions Journal of Applied Econometrics Vol.34,No.2,pp.247-267 2019 Academic journal ISSN 0883-7252 |
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6. | A Modified Confidence Set for the Structural Break Date in Linear Regression Models Econometric Reviews Vol.37,No.9,pp.974-999 2018 Academic journal ISSN 0747-4938 |
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7. | Is the Renminbi a Safe Haven?(jointly worked) Journal of International Money and Finance Vol.79,pp.189-202 2017 Academic journal ISSN 0261-5606 |
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8. | Intra-Safe Haven Currency Behavior During the Global Financial Crisis(jointly worked) Journal of International Money and Finance Vol.66,pp.49-64 2016 Academic journal ISSN 0261-5606 |
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9. | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests(jointly worked) Econometric Reviews Vol.35,No.5,pp.782-844 2016 Academic journal ISSN 0747-4938 |
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10. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series Journal of Business and Economic Statistics Vol.34,No.1,pp.81-106 2016 Academic journal ISSN 0735-0015 |
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11. | Testing for Factor Loading Structural Change Under Common Breaks(jointly worked) Journal of Econometrics Vol.189,No.1,pp.187-206 2015 Academic journal ISSN 0304-4076 |
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12. | Confidence Sets for the Break Date Based on Optimal Tests(jointly worked) The Econometrics Journal Vol.18,No.3,pp.412-435 2015 Academic journal ISSN 1368-4221 |
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13. | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors(jointly worked) Journal of Applied Econometrics Vol.30,pp.119-144 2015 Academic journal ISSN 0883-7252 |
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14. | On Structural Change and Forecasting Performance Stability of Japanese Phillips Curve Models (in Japanese) Journal of the Japan Statistical Society Vol.44,No.1,pp.75-95 2014 Academic journal ISSN 0389-5602 |
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15. | Large Versus Small Foreign Exchange Interventions(jointly worked) Journal of Banking and Finance Vol.43,pp.114-123 2014 Academic journal ISSN 0378-4266 |
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16. | A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS(jointly worked) Econometric Theory Vol.30,No.2,pp.491-507 2014 Academic journal ISSN 0266-4666 |
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17. | Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions(jointly worked) Econometrics Journal Vol.16,No.3,pp.400-429 2013 Academic journal ISSN 1368-4221 |
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NO | Name of subject/Conference Name | Year | Site |
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1. | The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence(Seminar (National Chengchi University))
| 2020.05 | National Chengchi University, Taiwan (online) |
2. | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets (Nanyang Econometrics Workshop)
| 2020.01 | Nanyang Technological University, Singapore |
3. | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(Applied Statistics and Econometrics Workshop and Data Science Workshop )
| 2019.11 | Tohoku University, Sendai, Japan |
4. | The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence(Macro Workshop)
| 2019.11 | Waseda University, Tokyo, Japan |
5. | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(Economics Seminar)
| 2019.10 | National Taipei University, New Taipei City, Taiwan |
6. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Helsinki Graduate School of Economics Seminar)
| 2019.09 | Helsinki GSE, Helsinki, Finland |
7. | Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(NBER-NSF Time Series Conference)
| 2019.08 | Chinese University of Hong Kong, Hong Kong |
8. | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(15th International Symposium on Econometric Theory and Applications)
| 2019.06 | Osaka University, Osaka Japan |
9. | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Pi-Day Econometrics Conference at Boston University)
| 2019.03 | Boston University, Boston, USA |
10. | *Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(12th International Conference on Computational and Financial Econometrics)
| 2018.12 | University of Pisa, Pisa, Italy |
11. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Midwest Econometric Conference)
| 2018.10 | University of Wisconsin, Madison, USA |
12. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Econometrics Seminar)
| 2018.10 | Boston University, Boston, USA |
13. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(CIREQ Seminar)
| 2018.10 | McGill University, Montreal, Canada |
14. | Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(5th Conference of International Association for Applied Econometrics)
| 2018.06 | University of Quebec Montreal, Montreal, Canada |
15. | Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Economic Seminar)
| 2017.08 | Academia Sinica, Taipei, Taiwan |
16. | *Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Workshop on Advances in Econometrics 2017)
| 2017.06 | Hakodate, Japan |
17. | Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(4th Conference of International Association for Applied Econometrics)
| 2017.06 | Sapporo, Japan |
18. | *Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Workshop on Macroeconomic and Financial Time Series Analysis)
| 2017.06 | Lancaster University Management School, Lancaster, UK |
19. | Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(10th International Conference on Computational and Financial Econometrics)
| 2016.12 | Universidad de Sevilla, Spain |
20. | Testing for Speculative Bubbles in Large Dimensional Financial Panel Data Sets(Japan-Korea Allied Conference in Econometrics)
| 2016.11 | Hitotsubashi University, Japan |
21. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(12th International Symposium on Econometric Theory and Applications)
| 2016.10 | University of Western Ontario, Canada |
22. | *Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Hitotsubashi Summer Institute Workshop)
| 2016.08 | Hitotsubashi University, Japan |
23. | Is the Renminbi a Safe Haven?(Twelfth Annual Conference of Asia-Pacific Economic Association)
| 2016.07 | International Management Institute Kolkata, Kolkata, India |
24. | *Asymptotic Inference for Common Factor Models in the Presence of Jumps(The 25th South Taiwan Statistics Conference)
| 2016.06 | National Sun Yat-sen University, Kaohsiung, Taiwan |
25. | *Asymptotic Inference for Common Factor Models in the Presence of Jumps(AJRC and HIAS Joint Conference on Recent Issues in Finance and Macroeconomics)
| 2016.03 | The Australian National University, Canberra, Australia |
26. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(Society for Nonlinear Dynamics and Econometrics 24th Annual Symposium)
| 2016.03 | University of Alabama, Tuscaloosa, Alabama, USA |
27. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(12th International Symposium on Econometric Theory and Applications)
| 2016.02 | Waikato Management School, Hamilton, New Zealand |
28. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(9th International Conference on Computational and Financial Econometrics)
| 2015.12 | University of London, UK |
29. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(Econometrics Seminar)
| 2015.09 | Keio University, Japan |
30. | Asymptotic Inference for Common Factor Models in the Presence of Jumps(Japanese Joint Statistical Meeting)
| 2015.09 | Okayama University, Japan |
31. | *Asymptotic Inference for Common Factor Models in the Presence of Jumps(Hitotsubashi Summer Institute)
| 2015.08 | Hitotsubashi University, Japan |
32. | A Modified Confidence Set for the Structural Break Date in Linear Regression Models(The 2nd Conference of International Association for Applied Econometrics)
| 2015.06 | University of Macedonia, Greece |
33. | *Intra-Safe Haven Currency Behavior During the Global Financial Crisis(International Conference on the New Normal in the Post-Crisis Era)
| 2015.05 | City University of Hong Kong |
34. | A Modified Confidence Set for the Structural Break Date in Linear Regression Models(-)
| 2015.01 | Osaka University, Japan |
35. | On Structural Change and Forecast Performance Stability in Japanese Phillips Curve Models(-)
| 2015.01 | Research Center for Advanced Science and Technology, The University of Tokyo, Japan |
36. | *A Modified Confidence Set for the Structural Break Date in Linear Regression Models(Sogan-Hitotsubashi Conference on Econometrics)
| 2014.12 | Sogan University, South Korea |
37. | Testing for Factor Loading Structural Change under Common Breaks(Canadian Econometric Study Group Annual Meeting)
| 2014.10 | Simon Fraser University, Canada |
38. | A Modified Confidence Set for the Structural Break Date in Linear Regression Models(Summer Workshop on Economic Theory)
| 2014.08 | Otaru University of Commerce, Japan |
39. | On Structural Change and Forecast Performance Stability in Japanese Phillips Curve Models(Macroeconomics Workshop)
| 2014.06 | The University of Tokyo |
40. | Testing for Factor Loading Structural Change under Common Breaks(The 10th International Symposium on Econometric Theory and Applications)
| 2014.05 | Academia Sinica |
41. | Testing for Factor Loading Structural Change under Common Breaks(The Applied Statistics Workshop)
| 2014.05 | The University of Tokyo |
42. | Testing for Factor Loading Structural Change under Common Breaks(Society for Nonlinear Dynamics and Econometrics 22nd Annual Symposium)
| 2014.04 | Baruch College CUNY, New York |
43. | *On Structural Change and Forecast Performance Stability in Japanese Phillips Curve(-)
| 2014.03 | Hiroshima University of Economics, Japan |
44. | Testing for Factor Loading Structural Change Under Common Breaks(-)
| 2014.01 | Development Bank of Japan |
45. | Large Versus Small Foreign Exchange Interventions(-)
| 2014.01 | National Graduate Institute for Policy Studies, Japan |
46. | On Power Properties of Factor Loading Structural Change Tests under Common Breaks(-)
| 2013.10 | Hiroshima University, Japan |
47. | On Power Properties of Factor Loading Structural Change Tests under Common Breaks(-)
| 2013.09 | Boston University, USA |
48. | On Power Properties of Factor Loading Structural Change Tests under Common Breaks(Japanese Joint Statistical Meeting)
| 2013.09 | Osaka University, Japan |
49. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society European Meeting)
| 2013.08 | The University of Gothenburg, Sweden |
50. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society Asian Meeting)
| 2013.08 | National University of Singapore |
51. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(The 9th International Symposium on Econometric Theory and Applications)
| 2013.07 | Sungkyunkwan University, South Korea |
52. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society Australasian Meeting)
| 2013.07 | The University of Sydney, Australia |
53. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(2013 Spring Meeting (Japanese Economic Association))
| 2013.06 | University of Toyama |
54. | On Power Properties of Factor Loading Structural Change Tests under Common Breaks(-)
| 2013.05 | Kyoto University, Japan |
55. | *Estimating and Testing Multiple Structural Changes in Linear Models by Band Spectral Regressions(Western Economic Association 10th Biennial Pacific Rim Conference)
| 2013.03 | Keio University, Japan |
56. | *Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(International Conference "Frontiers in Macroeconometrics")
| 2013.03 | Hitotsubashi University, Japan |
57. | Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(-)
| 2013.01 | Hitotsubashi University, Japan |
58. | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests(2012 Hitotsubashi-Sogan Conference on Econometrics)
| 2012.11 | South Korea |
59. | Time Instability of the US monetary system: Multiple Break Tests and Reduced Rank TVP VAR(The 11th World Meeting of the International Society for Bayesian Analysis)
| 2012.06 | Kyoto, Japan |
60. | *Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Spring Meeting (Japan Association for Applied Economics))
| 2012.06 | Fukuoka University, Japan |
61. | Estimating and Testing Multiple Structural Changes in Linear Models by Band Spectral Regressions(Canadian Econometric Study Group Meeting)
| 2011.10 | Ryerson University, Toronto, Canada |
62. | Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(2011 North American Summer Meeting of Econometric Society)
| 2011.06 | Washington University in St. Louis, St. Louis, MO, USA |
63. | Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(The 5th CIREQ Time Series Conference)
| 2011.05 | University of Montreal, Montreal, Canada |
64. | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors(-)
| 2011.02 | Hitotsubashi University, Japan |
65. | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors(-)
| 2010.12 | Nagoya University, Japan |
66. | Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Canadian Econometric Study Group Meeting)
| 2010.10 | The University of British Columbia, Vancouver, Canada |